+181.9%
FANG vs NVS
+179.5%
+2.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +2.9% | -14.3% | +17.2% | +8.2% |
| 30D | +2.6% | -10.0% | +12.6% | +5.7% |
| 3M | +7.6% | -10.9% | +18.5% | +11.0% |
| 6M | +17.3% | -12.0% | +29.3% | +20.9% |
| YTD | +38.7% | +2.5% | +36.2% | +33.3% |
| 1Y | +51.6% | +10.7% | +41.0% | +40.4% |
| 3Y | +50.0% | +53.3% | -3.3% | +15.9% |
| 5Y | +237.6% | +93.6% | +144.0% | +122.5% |
| All | +181.9% | +179.5% | +2.4% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling